Pages that link to "Item:Q4610232"
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The following pages link to Testing for persistence in stock returns with GARCH-stable shocks (Q4610232):
Displaying 5 items.
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- Permanent shocks, signal extraction, and portfolio selection (Q1657607) (← links)
- Stability Testing of Stock Returns Connections (Q3133368) (← links)
- A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)
- A STATISTICAL TEST OF VOLATILITY PERSISTENCE IN GARCH MODELS AND APPLICATION TO STOCK EXCHANGE (Q5229423) (← links)